Package 'twoStageDesignTMLE'

Title: Targeted Maximum Likelihood Estimation for Two-Stage Study Design
Description: An inverse probability of censoring weighted (IPCW) targeted maximum likelihood estimator (TMLE) for evaluating a marginal point treatment effect from data where some variables were collected on only a subset of participants using a two-stage design (or marginal mean outcome for a single arm study). A TMLE for conditional parameters defined by a marginal structural model (MSM) is also available.
Authors: Susan Gruber [aut, cre], Mark van der Laan [aut]
Maintainer: Susan Gruber <[email protected]>
License: GPL-3
Version: 1.0.1.2
Built: 2025-03-07 07:10:07 UTC
Source: CRAN

Help Index

estimatePi

Description

Typically not called directly by the user. Function for modeling the two-stage missingness mechanism and evaluating conditional probabilities for each observation

Usage

estimatePi(
  Y,
  A,
  W,
  condSetNames,
  W.Q,
  Delta.W,
  V.msm = NULL,
  piform,
  pi.SL.library,
  id,
  V,
  discreteSL,
  verbose,
  pi = NULL,
  obsWeights = rep(1, nrow(W))
)

Arguments

Y

outcome
A

binary treatment indicator
W

covariate matrix observed on everyone
condSetNames

Variables to include as predictors of missingness in W.stage2, any combination of Y, A, and either W (for all covariates in W) or individual covariate names in W
W.Q

additional covariates based on preliminary outcome regression
Delta.W

binary indicator of missing second stage covariates
V.msm

optional additional covariates to condition on beyond W
piform

parametric regression formula for estimating pi
pi.SL.library

super learner library for estimating pi
id

Identifier of independent units of observation, e.g., clusters
V

number of cross validation folds for estimating pi using super learner
discreteSL

Use discrete super learning when TRUE, otherwise ensemble super learning
verbose

When TRUE prints informational messages
pi

optional vector of user-specified probabilities
obsWeights

optional weights for evaluating pi

Value

list containing the predicted probabilities, estimation method coefficients in parametric regression model (if piform supplied), indicator of whether discrete or ensemble SL was used.

.evalAugW calls TMLE to use super learner to evalute preliminary predictions for Q(0,W) and Q(1,W) conditioning on stage 1 covariates

Description

.evalAugW calls TMLE to use super learner to evalute preliminary predictions for Q(0,W) and Q(1,W) conditioning on stage 1 covariates

Usage

evalAugW(Y, A, W, Delta, id, family, SL.library)

Arguments

Y

outcome vector
A

binary treatment indicator
W

covariate matrix
Delta

outcome missingness indicator
id

identifier of i.i.d. unit
family

outcome regression family
SL.library

super learner library for outcome regression modeling

Value

W.Q, nx2 matrix of outcome predictions based on stage 1 covariates

print.summary.twoStageTMLE

Description

print.summary.twoStageTMLE

Usage

## S3 method for class 'summary.twoStageTMLE'
print(x, ...)

Arguments

x

an object of class summary.twoStageTMLE
...

additional arguments (i)

Value

print object

print.twoStageTMLE

Description

print.twoStageTMLE

Usage

## S3 method for class 'twoStageTMLE'
print(x, ...)

Arguments

x

an object of class twoStageTMLE
...

additional arguments (i)

Value

print tmle results using print.tmle method from tmle package

Utilities setV Set the number of cross-validation folds as a function of effective sample size See Phillips 2023 doi.org/10.1093/ije/dyad023

Description

Utilities setV Set the number of cross-validation folds as a function of effective sample size See Phillips 2023 doi.org/10.1093/ije/dyad023

Usage

setV(n.effective)

Arguments

n.effective

the effective sample size

Value

the number of cross-validation folds

summary.twoStageTMLE

Description

Summarizes estimation procedure for missing 2nd stage covariates

Usage

## S3 method for class 'twoStage'
summary(object, ...)

Arguments

object

An object of class twoStageTMLE
...

Other arguments passed to the tmle function in the tmle package

Value

A list containing the missingness model, terms, coefficients, type,

summary.twoStageTMLE

Description

summary.twoStageTMLE

Usage

## S3 method for class 'twoStageTMLE'
summary(object, ...)

Arguments

object

an object of class twoStageTMLE
...

additional arguments (ignored)

Value

list summarizing the two-stage procedure components, summary of the twoStage missingness estimation summary of the tmle for estimating the parameter

twoStageDesignTMLENews Get news about recent updates and bug fixes

Description

twoStageDesignTMLENews Get news about recent updates and bug fixes

Usage

twoStageDesignTMLENews(...)

Arguments

...

ignored

Value

invisible character string giving the path to the file found.

twoStageTMLE

Description

Inverse probability of censoring weighted TMLE for evaluating parameters when the full set of covariates is available on only a subset of observations.

Usage

twoStageTMLE(
  Y,
  A,
  W,
  Delta.W,
  W.stage2,
  Z = NULL,
  Delta = rep(1, length(Y)),
  pi = NULL,
  piform = NULL,
  pi.SL.library = c("SL.glm", "SL.gam", "SL.glmnet", "tmle.SL.dbarts.k.5"),
  V.pi = 10,
  pi.discreteSL = TRUE,
  condSetNames = c("A", "W", "Y"),
  id = NULL,
  Q.family = "gaussian",
  augmentW = TRUE,
  augW.SL.library = c("SL.glm", "SL.glmnet", "tmle.SL.dbarts2"),
  rareOutcome = FALSE,
  verbose = FALSE,
  ...
)

Arguments

Y

outcome
A

binary treatment indicator
W

covariate matrix observed on everyone
Delta.W

binary indicator of missing second stage covariates
W.stage2

matrix of second stage covariates observed on subset of observations
Z

optional mediator of treatment effect for evaluating a controlled direct effect
Delta

binary indicator of missing value for outcome Y
pi

optional vector of missingness probabilities for W.stage2
piform

parametric regression formula for estimating pi (see Details)
pi.SL.library

super learner library for estimating pi (see Details)
V.pi

number of cross validation folds for estimating pi using super learner
pi.discreteSL

Use discrete super learning when TRUE, otherwise ensemble super learning
condSetNames

Variables to include as predictors of missingness in W.stage2, any combination of Y, A, and either W (for all covariates in W), or individual covariate names in W
id

Identifier of independent units of observation, e.g., clusters
Q.family

Regression family for the outcome
augmentW

When TRUE include predicted values for the outcome the set of covariates used to model the propensity score
augW.SL.library

super learner library for preliminary outcome regression model (ignored when augmentW is FALSE)
rareOutcome

When TRUE specifies less ambitious SL for Q in call to tmle (discreteSL, glm, glmnet, bart library, V=20)
verbose

When TRUE prints informational messages
...

other parameters passed to the tmle function (not checked)

Details

When using piform to specify a parametric model for pi that conditions on the outcome use Delta.W as the dependent variable and Y.orig on the right hand side of the formula instead of Y. When writing a user-defined SL wrapper for inclusion in pi.SL.library use Y on the left hand side of the formula. If specific covariate names are used on the right hand side use Y.orig to condition on the outcome.

Value

object of class 'twoStageTMLE'.

tmle

Treatment effect estimates and summary information
twoStage

IPCW weight estimation summary, pi are the probabilities, coef are SL weights or coefficients from glm fit, type of estimation procedure, discreteSL flag indicating whether discrete super learning was used
augW

Matrix of predicted outcomes based on stage 1 covariates only

See Also

Examples

n <- 1000
W1 <- rnorm(n)
W2 <- rnorm(n)
W3 <- rnorm(n)
A <- rbinom(n, 1, plogis(-1 + .2*W1 + .3*W2 + .1*W3))
Y <- 10 + A + W1 + W2 + A*W1 + W3 + rnorm(n)
d <- data.frame(Y, A, W1, W2, W3)
# Set 400 with data on W3, more likely if W1 > 1
n.sample <- 400
p.sample <- 0.5 + .2*(W1 > 1)
rows.sample <- sample(1:n, size = n.sample, p = p.sample)
Delta.W <- rep(0,n)
Delta.W[rows.sample] <- 1
W3.stage2 <- cbind(W3 = W3[Delta.W==1])
#1. specify parametric models and do not augment W (fast, but not recommended)
result1 <- twoStageTMLE(Y=Y, A=A, W=cbind(W1, W2), Delta.W = Delta.W, 
   W.stage2 = W3.stage2, piform = "Delta.W~ I(W1 > 0) + Y.orig", V.pi= 5,
   verbose = TRUE, Qform = "Y~A+W1",gform="A~W1 + W2 +W3", augmentW = FALSE)
summary(result1)

#2. specify a parametric model for conditional missingness probabilities (pi)
#   and use default values to estimate marginal effect using \code{tmle}
result2 <- twoStageTMLE(Y=Y, A=A, W=cbind(W1, W2), Delta.W = Delta.W, 
     W.stage2 = cbind(W3)[Delta.W == 1], piform = "Delta.W~ I(W1 > 0)", 
     V.pi= 5,verbose = TRUE)
result2

twoStageTMLEmsm

Description

Inverse probability of censoring weighted TMLE for evaluating MSM parameters when the full set of covariates is available on only a subset of observations, as in a 2-stage design.

Usage

twoStageTMLEmsm(
  Y,
  A,
  W,
  V,
  Delta.W,
  W.stage2,
  Delta = rep(1, length(Y)),
  pi = NULL,
  piform = NULL,
  pi.SL.library = c("SL.glm", "SL.gam", "SL.glmnet", "tmle.SL.dbarts.k.5"),
  V.pi = 10,
  pi.discreteSL = TRUE,
  condSetNames = c("A", "V", "W", "Y"),
  id = NULL,
  Q.family = "gaussian",
  augmentW = TRUE,
  augW.SL.library = c("SL.glm", "SL.glmnet", "tmle.SL.dbarts2"),
  rareOutcome = FALSE,
  verbose = FALSE,
  ...
)

Arguments

Y

outcome of interest (missingness allowed)
A

binary treatment indicator
W

matrix or data.frame of covariates measured on entire population
V

vector, matrix, or dataframe of covariates used to define MSM strata
Delta.W

Indicator of inclusion in subset with additional information
W.stage2

matrix or data.frame of covariates measured in subset population
Delta

binary indicator that outcome Y is observed
pi

optional vector of sampling probabilities
piform

parametric regression formula for estimating pi (see Details)
pi.SL.library

super learner library for estimating pi (see Details)
V.pi

optional number of cross-validation folds for super learning (ignored when piform or pi is provided)
pi.discreteSL

flag to indicate whether to use ensemble or discrete super learning (ignored when piform or pi is provided)
condSetNames

Variables to include as predictors of missingness in W.stage2, any combination of Y, A, and either W (for all covariates in W), or individual covariate names in W
id

optional indicator of independent units of observation
Q.family

outcome regression family, "gaussian" or "binomial"
augmentW

set to TRUE to augment W with predicted outcome values when A = 0 and A = 1
augW.SL.library

super learner library for preliminary outcome regression model (ignored when augmentW is FALSE)
rareOutcome

when TRUE sets V.Q = 20, Q.discreteSL = TRUE, Q.SL.library includes glm, glmnet, bart
verbose

when TRUE prints informative messages
...

other arguments passed to the tmleMSM function

Details

When using piform to specify a parametric model for pi that conditions on the outcome use Delta.W as the dependent variable and Y.orig on the right hand side of the formula instead of Y. When writing a user-defined SL wrapper for inclusion in pi.SL.library use Y on the left hand side of the formula. If specific covariate names are used on the right hand side use Y.orig to condition on the outcome.

Value

Object of class "twoStageTMLE"

tmle

Treatment effect estimates and summary information from call to tmleMSM function

twoStage

IPCW weight estimation summary, pi are the probabilities,coef are SL weights or coefficients from glm fit, type of estimation procedure, discreteSL flag indicating whether discrete super learning was used

augW

Matrix of predicted outcomes based on stage 1 covariates only

See Also

Examples

n <- 1000
set.seed(10)
W1 <- rnorm(n)
W2 <- rnorm(n)
W3 <- rnorm(n)
A <- rbinom(n, 1, plogis(-1 + .2*W1 + .3*W2 + .1*W3))
Y <- 10 + A + W1 + W2 + A*W1 + W3 + rnorm(n)
Y.bin <- rbinom(n, 1, plogis(-4.6 - 1.8* A + W1 + W2 -.3 *A*W1 + W3))
# Set 400 obs with data on W3, more likely if W1 > 1
n.sample <- 400
p.sample <- 0.5 + .2*(W1 > 1)
rows.sample <- sample(1:n, size = n.sample, p = p.sample)
Delta.W <- rep(0,n)
Delta.W[rows.sample] <- 1
W3.stage2 <- cbind(W3 = W3[Delta.W==1])

# 1. specify parametric models, misspecified outcome model (not recommended)
result1.MSM <- twoStageTMLEmsm(Y=Y, A=A, V= cbind(W1), W=cbind(W2), 
Delta.W = Delta.W, W.stage2 = W3.stage2, augmentW = FALSE,
piform = "Delta.W~ I(W1 > 0)", MSM = "A*W1", augW.SL.library = "SL.glm",
Qform = "Y~A+W1",gform="A~W1 + W2 +W3", hAVform = "A~1", verbose=TRUE)
summary(result1.MSM)

# 2. Call again, passing in previously estimated observation weights, 
# note that specifying a correct model for Q improves efficiency
result2.MSM <- twoStageTMLEmsm(Y=Y, A=A, V= cbind(W1), W=cbind(W2), 
Delta.W = Delta.W, W.stage2 = W3.stage2, augmentW = FALSE,
pi = result1.MSM$twoStage$pi, MSM = "A*W1",
Qform = "Y~ A + W1 + W2 + A*W1 + W3",gform="A~W1 + W2 +W3", hAVform = "A~1")
cbind(SE.Qmis = result1.MSM$tmle$se, SE.Qcor = result2.MSM$tmle$se)


#Binary outcome, augmentW, rareOutcome
result3.MSM <- twoStageTMLEmsm(Y=Y.bin, A=A, V= cbind(W1), W=cbind(W2), 
Delta.W = Delta.W, W.stage2 = W3.stage2, augmentW = TRUE,
piform = "Delta.W~ I(W1 > 0)", MSM = "A*W1", gform="A~W1 + W2 +W3",
 Q.family = "binomial", rareOutcome=TRUE)